+23.9%
BABA vs DKS
+317.0%
-293.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.3% |
| 7D | +11.6% | -2.1% | +13.7% | +11.9% |
| 30D | +2.3% | +7.3% | -5.1% | +1.0% |
| 3M | -13.7% | -28.4% | +14.7% | -10.4% |
| 6M | -21.9% | -36.9% | +15.0% | -17.6% |
| YTD | -24.6% | -27.3% | +2.7% | -22.5% |
| 1Y | -34.1% | -33.2% | -0.9% | -31.4% |
| 3Y | +36.3% | +32.2% | +4.1% | +24.1% |
| 5Y | -26.7% | +22.3% | -49.0% | -34.9% |
| 10Y | +19.2% | +230.5% | -211.3% | -11.9% |
| All | +23.9% | +317.0% | -293.1% | -17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded DKS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling